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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 27,016 8,138 1.367249 1.508285
1 equities 1170E1 VIX FUTURES 4,025 3,703 1.306966 1.781801
2 equities 239742 RUSSELL E-MINI 18,507 -8,333 0.923381 1.472018
3 equities 12460+ DJIA Consolidated 12,238 -391 0.395753 0.503142
4 equities 209742 NASDAQ MINI 6,325 -1,004 -1.034085 -0.446556
5 equities 240741 NIKKEI STOCK AVERAGE 0 0 0.000000 0.000000
6 rates 043602 UST 10Y NOTE -946,868 -2,392 -0.339432 -1.032098
7 rates 044601 UST 5Y NOTE -1,690,415 -38,972 -0.719765 -0.943932
8 rates 042601 UST 2Y NOTE -1,395,948 -42,645 -2.101560 -2.287015
9 rates 020601 UST BOND -75,019 -12,543 -0.439107 -0.978518
10 rates 045601 FED FUNDS 136,215 9,450 0.781942 1.056402
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 933 3,014 -1.000277 -0.993135
13 currencies 097741 JAPANESE YEN 4,332 -21,302 -0.198545 0.758002
14 currencies 099741 EURO FX -22,077 -46,199 -2.159330 -1.604729
15 currencies 096742 BRITISH POUND 74,128 -12,598 -0.770200 0.220219
16 currencies 232741 AUSTRALIAN DOLLAR 25,474 7,966 1.419313 1.591012
17 currencies 090741 CANADIAN DOLLAR -142,303 -18,767 -0.414809 -0.725300
18 currencies 095741 MEXICAN PESO 23,704 -1,339 -0.624663 -1.039068
19 currencies 112741 NZ DOLLAR -323 -31 0.617715 -0.099253
20 currencies 092741 SWISS FRANC -33,098 -6,364 -1.002252 0.162894
21 commodities 133741 BITCOIN -1,781 187 -1.153075 -1.556411
22 commodities 06765T BRENT LAST DAY -32,016 -1,831 -1.635369 -1.499812
23 commodities 088691 GOLD 295,177 9,638 0.546841 1.110992
24 commodities 085692 COPPER- #1 32,140 -2,340 0.601110 -0.452339
25 commodities 023651 NAT GAS NYME -171,590 -29,992 -2.573317 -2.741911
26 commodities 111659 GASOLINE RBOB 50,139 -969 1.784533 0.822065
27 commodities 022651 NY HARBOR ULSD -14,240 -5,382 -1.166563 -1.775439
28 commodities 084691 SILVER 65,023 13,903 1.971062 2.237785
29 commodities 076651 PLATINUM 36,526 8,174 1.897104 1.922525
30 commodities 002602 CORN -15,810 5,396 0.970412 1.204912
31 commodities 005602 SOYBEANS -73,109 -18,755 0.936306 0.785460
32 commodities 001602 WHEAT-SRW -23,850 -5,578 0.553457 0.633301
33 commodities 001612 WHEAT-HRW 1,264 -2,119 1.309378 1.534072
34 commodities 057642 LIVE CATTLE 114,394 4,203 1.818184 2.494286
35 commodities 054642 LEAN HOGS 110,911 14,165 1.846759 1.858012
36 commodities 080732 SUGAR NO. 11 91,827 -18,575 0.693821 1.189085
37 commodities 033661 COTTON NO. 2 -886 4,334 1.529810 0.707501
38 commodities 083731 COFFEE C 63,245 -620 0.018731 -0.471561
39 commodities 073732 COCOA 32,047 -1,731 1.185992 1.685769
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 3,997 212 0.856657 0.449883

Plotting plotly¶

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